You really can’t go wrong with stuffing fresh, fall pumpkin into a crisped pastry shell, which is probably why people in the Southwest are likely to serve pumpkin empanadas at their Thanksgiving feast.
Combine the water, sugar, salt, yeast, baking powder, and cinnamon. Stir to mix and set aside.
In the bowl of a stand mixer fitted with the paddle attachment. Combine the flour and the cubed butter. Blend until the flour-butter mixture is the texture of sand. Divide the dough into 8 pieces. Then roll the dough into 4-inch rounds, about 1/8-inch thick.
Preheat the oven to 350 degrees F. Combine all of the filling ingredients and mix to combine. Then, add 1 to 1 ½ tablespoons of the pumpkin filling to the center of the dough rounds. Fold in half and seal the edges by lightly moistening with water, and crimping with a fork.
Spray a cookie sheet with cooking spray, or rub with vegetable oil. Place the empanadas on the cookie sheet and bake in the preheated oven for 18 to 20 minutes or until golden brown.